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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"Probability theory"
~subject:"Zinsstruktur"
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Risiko
Probability theory
Zinsstruktur
Theorie
97
Theory
97
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Stochastic process
10
Stochastischer Prozess
10
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Deutschland
7
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Estimation theory
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Germany
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Arbeitspapier
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Forschungsbericht
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English
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Mißler-Behr, Magdalena
2
Schmidli, Hanspeter
2
Bamberg, Günter
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Dorfleitner, Gregor
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Lechner, Wolfgang
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Sørensen, Michael
1
Trost, Ralf
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
317
Ekonomiska forskningsinstitutet <Stockholm>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Edward Elgar Publishing
9
University of Exeter / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Economics
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Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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Springer Fachmedien Wiesbaden
6
University of Dundee / Department of Economic Studies
6
University of Southampton / Department of Economics
6
Deutsche Forschungsgemeinschaft
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
4
Federal Reserve Bank of New York
4
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State University of New York at Albany / Department of Economics
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International Center for Financial Asset Management and Engineering
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Internationaler Währungsfonds
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Rodney L. White Center for Financial Research
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Trinity College Dublin / Department of Economics
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
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ECONIS (ZBW)
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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